market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
15/07/2024 0.80% 132.98 CHF 134.05 CHF 2,250 2,500 2,251 2,500 300,796 CHF 336,768 CHF 100.00% 100.00%
12/07/2024 0.80% 134.54 CHF 135.62 CHF 2,500 2,433 2,500 2,433 332,904 CHF 326,600 CHF 100.00% 100.00%
11/07/2024 0.80% 133.11 CHF 134.18 CHF 2,000 2,500 2,331 2,500 309,365 CHF 334,552 CHF 100.00% 100.00%
10/07/2024 0.80% 132.18 CHF 133.24 CHF 2,500 2,500 2,500 2,500 328,871 CHF 331,515 CHF 100.00% 100.00%
09/07/2024 0.80% 131.04 CHF 132.09 CHF 2,300 2,500 2,339 2,500 308,660 CHF 332,601 CHF 100.00% 100.00%
08/07/2024 0.80% 132.31 CHF 133.37 CHF 2,500 2,500 2,500 2,500 330,901 CHF 333,552 CHF 99.05% 99.05%
05/07/2024 0.80% 132.42 CHF 133.48 CHF 2,474 2,500 2,476 2,500 328,238 CHF 334,151 CHF 100.00% 100.00%
04/07/2024 0.80% 132.38 CHF 133.44 CHF 2,050 2,500 2,156 2,500 284,877 CHF 333,053 CHF 100.00% 100.00%
03/07/2024 0.80% 131.00 CHF 132.05 CHF 2,476 2,500 2,499 2,500 325,989 CHF 328,750 CHF 99.95% 99.95%
02/07/2024 0.80% 129.27 CHF 130.31 CHF 2,460 2,423 2,483 2,476 319,505 CHF 321,180 CHF 100.00% 100.00%

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